I will screen the universe using the new Q1500US and hand-pick a few alphas from the list above.

In [21]:

universe=Q500US()#Q1500US()factors=make_factors()

In [22]:

# this is kinda janky but keep it this way to be compatable with the ML factor stuffdefmake_history_pipeline(factors,universe):factor_funs={name:f()forname,finfactors.iteritems()}pipe=Pipeline(screen=universe,columns=factor_funs)returnpipehistory_pipe=make_history_pipeline(factors,universe)